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12-31-2013 06:16 PM

The expression below cannot be solve in closed form. I wish to solve in using SAS, I wish to ask if anyone knows how to find X s.t the expression below is zero.

Consider the following .

C= know value

U is Uniform (0,1)

F(x)=1-S(x) is known

a=known value

k=known value

ht-= is known.

The only unknown is X.

I wish to write a SAS code that find X such that the right hand sight is equal the left hand side numerically.

I can not make X the subject but can find a numerical solution.

How can I find the Values of X s. that

**C*U- [F(x) *exp(-(k-a*X)**2 - (k - a**2 * X) exp(-(k -a*X)**2/2t)*F(x)- ht]=0**

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Posted in reply to desireatem

01-01-2014 10:43 AM

For any value of U, use the FROOT function to find the numerical value of X that solves the equation.

If you are running a version of prior to SAS/IML 12.1, use the bisection module instead of the FROOT function. See Finding the root (zero) of a function in SAS